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Gray’s performance was in support of her latest album, Covered, which includes an eclectic list of songs in addition to “Creep.” Among the tracks are her distinctive versions of Celine Dion’s “The Power of Love,” the Eurythmics’ “Here Comes The Rain Again,” and Kanye West‘s “Love Lock Down.”

She will be performing these covers and more from her catalog when she heads out on the road with Seal this summer. That outing begins here in the U.S. on July 10 in Vienna, Virginia.

You can watch Macy Gray’s Late Show with David Letterman performance CBS.com.